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AT1D.L vs. SPXP.L
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

AT1D.L vs. SPXP.L - Performance Comparison

The chart below illustrates the hypothetical performance of a £10,000 investment in Invesco USD AT1 CoCo Bond UCITS ETF USD Dist (AT1D.L) and Invesco S&P 500 UCITS ETF (SPXP.L). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AT1D.L achieves a 2.72% return, which is significantly lower than SPXP.L's 10.10% return.


AT1D.L

1D
0.16%
1M
0.67%
6M
2.10%
YTD
2.72%
1Y
7.35%
3Y*
10.04%
5Y*
3.61%
10Y*

SPXP.L

1D
-0.46%
1M
-0.34%
6M
9.72%
YTD
10.10%
1Y
-98.79%
3Y*
-74.34%
5Y*
-54.72%
10Y*
-27.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AT1D.L vs. SPXP.L - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
AT1D.L
Invesco USD AT1 CoCo Bond UCITS ETF USD Dist
2.72%3.15%12.17%-3.30%1.10%4.76%4.84%14.79%-23.76%
SPXP.L
Invesco S&P 500 UCITS ETF
10.10%-98.90%27.58%20.06%-8.79%31.26%13.90%26.76%-11.15%

Correlation

The correlation between AT1D.L and SPXP.L is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.43

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Sep 25, 2018

0.44

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Return for Risk

AT1D.L vs. SPXP.L — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AT1D.L
AT1D.L Risk / Return Rank: 4747
Overall Rank
AT1D.L Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
AT1D.L Sortino Ratio Rank: 4444
Sortino Ratio Rank
AT1D.L Omega Ratio Rank: 4040
Omega Ratio Rank
AT1D.L Calmar Ratio Rank: 6060
Calmar Ratio Rank
AT1D.L Martin Ratio Rank: 5050
Martin Ratio Rank

SPXP.L
SPXP.L Risk / Return Rank: 22
Overall Rank
SPXP.L Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SPXP.L Sortino Ratio Rank: 44
Sortino Ratio Rank
SPXP.L Omega Ratio Rank: 00
Omega Ratio Rank
SPXP.L Calmar Ratio Rank: 00
Calmar Ratio Rank
SPXP.L Martin Ratio Rank: 33
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AT1D.L vs. SPXP.L - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco USD AT1 CoCo Bond UCITS ETF USD Dist (AT1D.L) and Invesco S&P 500 UCITS ETF (SPXP.L). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


AT1D.LSPXP.LDifference
Sharpe ratioReturn per unit of total volatility

+2.25

Sortino ratioReturn per unit of downside risk

+2.66

Omega ratioGain probability vs. loss probability

1.22

0.49

+0.73

Calmar ratioReturn relative to maximum drawdown

2.42

-1.00

+3.42

Martin ratioReturn relative to average drawdown

6.82

-1.23

+8.06

AT1D.L vs. SPXP.L - Sharpe Ratio Comparison

The current AT1D.L Sharpe Ratio is 1.25, which is higher than the SPXP.L Sharpe Ratio of -0.99. The chart below compares the historical Sharpe Ratios of AT1D.L and SPXP.L, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

AT1D.L vs. SPXP.L - Drawdown Comparison

The maximum AT1D.L drawdown since its inception was -27.40%, smaller than the maximum SPXP.L drawdown of -99.07%. Use the drawdown chart below to compare losses from any high point for AT1D.L and SPXP.L.


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Drawdown Indicators


AT1D.LSPXP.LDifference

Max Drawdown

Largest peak-to-trough decline

-27.40%

-99.07%

+71.67%

Max Drawdown (1Y)

Largest decline over 1 year

-3.35%

-99.07%

+95.72%

Max Drawdown (3Y)

Largest decline over 3 years

-9.14%

-99.07%

+89.93%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

-99.07%

+76.37%

Max Drawdown (10Y)

Largest decline over 10 years

-99.07%

Current Drawdown

Current decline from peak

-1.32%

-98.92%

+97.60%

Average Drawdown

Average peak-to-trough decline

-8.42%

-8.68%

+0.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.19%

80.35%

-79.16%

Volatility

AT1D.L vs. SPXP.L - Volatility Comparison

The current volatility for Invesco USD AT1 CoCo Bond UCITS ETF USD Dist (AT1D.L) is 1.70%, while Invesco S&P 500 UCITS ETF (SPXP.L) has a volatility of 2.93%. This indicates that AT1D.L experiences smaller price fluctuations and is considered to be less risky than SPXP.L based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


AT1D.LSPXP.LDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.70%

2.93%

-1.23%

Volatility (6M)

Calculated over the trailing 6-month period

4.74%

7.90%

-3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

6.49%

99.31%

-92.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.88%

46.56%

-36.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.08%

34.90%

-20.82%

AT1D.L vs. SPXP.L - Expense Ratio Comparison

AT1D.L has a 0.39% expense ratio, which is higher than SPXP.L's 0.05% expense ratio.


Dividends

AT1D.L vs. SPXP.L - Dividend Comparison

AT1D.L's dividend yield for the trailing twelve months is around 5.99%, while SPXP.L has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
AT1D.L
Invesco USD AT1 CoCo Bond UCITS ETF USD Dist
5.99%6.07%6.14%6.24%5.79%4.25%5.63%5.59%1.12%
SPXP.L
Invesco S&P 500 UCITS ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


AT1D.L and SPXP.L have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, SPXP.L is cheaper at 0.05% per year. The better choice depends on whether you care most about return, fees, risk, or income.

SPXP.L is cheaper with a 0.05% expense ratio, compared with 0.39% for AT1D.L.

AT1D.L is categorized as Preferred Stock/Convertible Bonds, while SPXP.L is S&P 500. AT1D.L tracks iBoxx USD Contingent Convertible Liquid Developed Market AT1 (8% Issuer Cap) Index, while SPXP.L tracks S&P 500 Index. Their fees differ too: 0.39% for AT1D.L and 0.05% for SPXP.L.

Portfolio Optimizer

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